Just use Makefile.std with cygwin. Edit the file and scroll down a bit to where it talks about if you want to compile X11 or curses, X11 is like the windows binary you probably have, curses would be like playing on angband.live. I've only compiled with curses. To compile for gcu find this part and uncomment it out and add the stuff I have (and comment out the other variations):

Then run "make -f Makefile.std install" in the src directory, then "cd .." and "./sil" If that doesn't work or if you haven't already make sure you have the ncurses/curses stuff for cygwin. If you want to try compiling X11 then uncomment out the one that only does that, then do those commands.